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Nonsmooth analysis
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This book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts (tangent and normal cones) and their application to optimization problems. It starts with the subdifferential of convex analysis, passes to corresponding concepts for locally Lipschitz continuous functions and then presents subdifferentials for general lower semicontinuous functions. All basic tools are presented where they are needed: this concerns separation theorems, variational and extremal principles as well as relevant parts of multifunction theory. The presentation is rigorous, with detailed proofs. Each chapter ends with bibliographic notes and exercises.
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Nonsmooth analysis, Winfried Schirotzek
- Language
- Released
- 2007
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- Title
- Nonsmooth analysis
- Language
- English
- Authors
- Winfried Schirotzek
- Publisher
- Springer
- Released
- 2007
- Format
- Paperback
- ISBN10
- 3540713328
- ISBN13
- 9783540713326
- Series
- Universitext
- Category
- Mathematics
- Description
- This book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts (tangent and normal cones) and their application to optimization problems. It starts with the subdifferential of convex analysis, passes to corresponding concepts for locally Lipschitz continuous functions and then presents subdifferentials for general lower semicontinuous functions. All basic tools are presented where they are needed: this concerns separation theorems, variational and extremal principles as well as relevant parts of multifunction theory. The presentation is rigorous, with detailed proofs. Each chapter ends with bibliographic notes and exercises.